Preferred Language
Articles
/
LxfC744BVTCNdQwCUlrJ
Fractional Brownian motion inference of multivariate stochastic differential equations
...Show More Authors

Recently, the financial mathematics has been emerged to interpret and predict the underlying mechanism that generates an incident of concern. A system of differential equations can reveal a dynamical development of financial mechanism across time. Multivariate wiener process represents the stochastic term in a system of stochastic differential equations (SDE). The standard wiener process follows a Markov chain, and hence it is a martingale (kind of Markov chain), which is a good integrator. Though, the fractional Wiener process does not follow a Markov chain, hence it is not a good integrator. This problem will produce an Arbitrage (non-equilibrium in the market) in the predicted series. It is undesired property that leads to erroneous conclusion, as it is not possible to build a mathematical model, which represents the financial phenomenon. If there is Arbitrage (unbalance) in the market, this can be solved by Wick-Ito-Skorohod stochastic integral (renormalized integral). This paper considers the estimation of a system of fractional stochastic differential equations (FSDE) using maximum likelihood method, although it is time consuming. However, it provides estimates with desirable characteristic with the most important consistency. Langevin method can be used to find the mathematical form of the functions of stochastic differential equations. This includes drift and diffusion by estimating conditional mean and variance from the data and finding the suitable function achieves the least error, and then estimating the parameters of the model by numerical optimal solution search method. Data used in this paper consist of three banking sector stock prices including Baghdad Bank (BBOB), the Commercial Bank (BCOI), and the National Bank (BNOI). © 2020 International University of Sarajevo.

Scopus
Publication Date
Sat Oct 01 2016
Journal Name
Journal Of Engineering
Numerical and Experimental Analysis of Aircraft Wing Subjected to Fatigue Loading
...Show More Authors

This study deals with the aircraft wing analysis (numerical and experimental) which subjected to fatigue loading in order to analyze the aircraft wing numerically by using ANSYS 15.0 software and experimentally by using loading programs which effect on fatigue test specimens at laboratory to estimate life of used metal (aluminum alloy 7075-T651) the wing metal and compare between numerical and experimental work, as well as to formulate an experimental mathematical model which may find safe estimate for metals and most common alloys that are used to build aircraft wing at certain conditions. In experimental work, a (34) specimen of (aluminum alloy 7075-T651) were tested using alternating bending fatigue machine rig. The t

... Show More
View Publication Preview PDF
Publication Date
Sat Feb 01 2020
Journal Name
Alexandria Engineering Journal
Impact of development on Baghdad’s urban microclimate and human thermal comfort
...Show More Authors

View Publication
Scopus (53)
Crossref (50)
Scopus Clarivate Crossref
Publication Date
Mon Feb 27 2023
Journal Name
Applied Sciences
Comparison of ML/DL Approaches for Detecting DDoS Attacks in SDN
...Show More Authors

Software-defined networking (SDN) presents novel security and privacy risks, including distributed denial-of-service (DDoS) attacks. In response to these threats, machine learning (ML) and deep learning (DL) have emerged as effective approaches for quickly identifying and mitigating anomalies. To this end, this research employs various classification methods, including support vector machines (SVMs), K-nearest neighbors (KNNs), decision trees (DTs), multiple layer perceptron (MLP), and convolutional neural networks (CNNs), and compares their performance. CNN exhibits the highest train accuracy at 97.808%, yet the lowest prediction accuracy at 90.08%. In contrast, SVM demonstrates the highest prediction accuracy of 95.5%. As such, an

... Show More
View Publication
Scopus (52)
Crossref (48)
Scopus Clarivate Crossref
Publication Date
Tue Oct 14 2025
Journal Name
Cab Reviews: Perspectives In Agriculture, Veterinary Science, Nutrition And Natural Resources
The role of modern agricultural practices in enhancing soil erosion resistance
...Show More Authors

This review focuses on conservation agriculture (CA) and its effects on increasing the soil’s resistance to erosion. CA involves minimum soil disturbance (minimum tillage/ no-till), diversified crop rotation, and maintenance of the soil cover to increase soil fertility and reduce erosion. CA reduces soil loss by up to 90% and water erosion by approximately 50 to 70% from runoff as it increases the health of the soil, yield of crops, and water-retention capacity of the soil by incorporating soil organic matter and promoting biodiversity. Crop rotation prevents the replenishment and depletion of soil nutrients by atmospheric fixation of nitrogen/biological nitrogen fixation. Controlled traffic farming (CTF) is a new strategy in which travel

... Show More
View Publication
Scopus Crossref
Publication Date
Mon Sep 01 2014
Journal Name
Journal Of Baghdad College Of Dentistry
Apexification and Periapical Healing of Immature Teeth Using Mineral Trioxide Aggregate
...Show More Authors

View Publication
Crossref (4)
Crossref
Publication Date
Wed Oct 12 2022
Journal Name
Axioms
Razy: A String Matching Algorithm for Automatic Analysis of Pathological Reports
...Show More Authors

Pathology reports are necessary for specialists to make an appropriate diagnosis of diseases in general and blood diseases in particular. Therefore, specialists check blood cells and other blood details. Thus, to diagnose a disease, specialists must analyze the factors of the patient’s blood and medical history. Generally, doctors have tended to use intelligent agents to help them with CBC analysis. However, these agents need analytical tools to extract the parameters (CBC parameters) employed in the prediction of the development of life-threatening bacteremia and offer prognostic data. Therefore, this paper proposes an enhancement to the Rabin–Karp algorithm and then mixes it with the fuzzy ratio to make this algorithm suitable

... Show More
View Publication
Scopus (2)
Crossref (1)
Scopus Clarivate Crossref
Publication Date
Sun Sep 03 2017
Journal Name
Baghdad Science Journal
In Vitro Toxicity Evaluation of Silver Nanoparticles on Entamoeba histolytica trophozoite
...Show More Authors

The protozoan parasite Entamoeba histolytica is a causative agent of amoebiasis, where it causes millions of cases of dysentery and liver abscess each year. Metronidazole is a drug of choice against amoebiasis. The drug is a choice because of its efficacy and low cost, but at the same time it causes several adverse side effects; therefore, it is important to find effective medications to treat amoebiasis without any complications or any side effects. The aim of this study is to evaluate the effectiveness of different concentrations (50, 75 and 100 µg/ml) of silver nanoparticle (AgNPs) against trophozoites stages of E. histolytica in vitro. The results showed a significant decrease (p ? 0.05) in numbers of trophozoites stages after treated

... Show More
View Publication Preview PDF
Scopus (9)
Crossref (2)
Scopus Crossref
Publication Date
Sun Apr 02 2023
Journal Name
Journal Of Oral Microbiology
Current concepts in the pathogenesis of periodontitis: from symbiosis to dysbiosis
...Show More Authors

View Publication
Crossref (244)
Crossref
Publication Date
Sat Dec 27 2025
Journal Name
Research Journal Of Chemistry And Environment
Adsorption of Bromocresol Purple Dye from Aqueous Solutions onto Attapulgite Surface
...Show More Authors

The finding of novel pollutants in a multitude of surface water bodies worldwide has recently caused environmentalists to face challenges. Therefore, the development of low-cost, efficient technologies is required to provide a safe, pollution-free water environment. The attapulgite surface was used in this study because it has a good absorbent surface for removing bromocresol purple dye from its aqueous solutions. Because attapulgite has a high absorption capacity, it can be used to remove pollutants in both its normal and modified states. Factors affecting adsorption were studied, such as the weight of the adsorbent surface, the initial concentration of the adsorbent, contact time, and the effect of temperature. Clay was ground, cleaned mu

... Show More
Publication Date
Tue Jan 01 2019
Journal Name
Plant Archives
The role and importance of amino acids within plants: A review
...Show More Authors

Scopus (64)
Scopus